+1,157.2%
PPL vs IRM
+9,056.8%
-7,899.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.1% | +11.9% | +3.1% |
| 7D | +1.0% | -10.9% | +11.9% | +3.3% |
| 30D | +6.8% | -9.4% | +16.3% | +8.8% |
| 3M | +3.9% | -16.4% | +20.2% | +7.4% |
| 6M | -2.0% | -18.7% | +16.7% | +1.6% |
| YTD | +5.3% | +30.1% | -24.8% | -1.7% |
| 1Y | +2.2% | +8.5% | -6.4% | -1.0% |
| 3Y | +56.7% | +88.0% | -31.3% | +32.7% |
| 5Y | +49.1% | +167.6% | -118.5% | +16.0% |
| 10Y | +63.6% | +458.9% | -395.2% | +8.0% |
| All | +1,157.2% | +9,056.8% | -7,899.6% | +539.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling